Disaggregation in Econometric Modelling - Couverture rigide

Barker, T. S.; Pesaran, Hashem

Couverture rigide

ISBN 10 : 0415009189 ISBN 13 : 9780415009188

Editeur : Routledge, 1990

Synopsis

Aggregation is a significant problem in much economic theory and in most applied work in economic modelling. A proper understanding of the problem and the methods chosen to resolve it are crucial to the design and evaluation of applied research in economics. In this book, leading theorists and applied economists address themselves to the key questions of aggregation: what level of aggregation should be chosen in applied research?; when is an aggregate approach justified?; is there an optimal level of disaggregation?; does disaggregation improve predictive performance? and why?; how can aggregation bias be detected?; how does aggregation obscure casual relationships?; can macro-equations be derived from non-linear micro-equations?; what methods are available for linking macro and micro models? and how do they work? These issues are covered both theoretically and in wide-ranging applications.

A propos du livre

Présentation de l'éditeur

In this book, first published in 1990, leading theorists and applied economists address themselves to the key questions of aggregation. The issues are covered both theoretically and in wide-ranging applications. Of particular intrest is the optimal aggregation of trade data, the need for micro-modelling when imoprtant non-linearities are present (for example, tax exhaustion in modelling company behaviour) and the use of a micro-model to stimulate labour supply behaviour in a macro-model of the Netherlands.

Détails de l'édition

• Éditeur: Routledge
• Date d'édition: 1990
• Langue: anglais
• ISBN 10: 0415009189
• ISBN 13: 9780415009188
• Reliure: Relié
• Nombre de pages: 384
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible